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Power of A Class of Goodness-of-Fit Tests I

Published online by Cambridge University Press:  21 July 2009

Christopher S. Withers  and
Saralees Nadarajah
Christopher S. Withers
Affiliation:
Applied Mathematics Group, Industrial Research Limited, Lower Hutt, New Zealand.
Saralees Nadarajah
Affiliation:
School of Mathematics, University of Manchester, Manchester M60 1QD, UK; [email protected]
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Abstract

Consider testing whether F = F0 for a continuous cdf on R = (-∞,∞)and for a random sample X 1,..., X n from F.We derive expansions of the associated asymptotic power basedon the Cramer-von Mises, Kolmogorov-Smirnov and Kuiper statistics. We provide numerical illustrations using a double-exponential example with a shifted alternative.

Keywords

Asymptotic powerBrownian bridgegoodness-of-fitPitman efficiency
Type
Research Article
Information
ESAIM: Probability and Statistics , Volume 13 , July 2009 , pp. 283 - 300
Copyright
© EDP Sciences, SMAI, 2009

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